+95.6%
LLY vs ONDS
+702.1%
-606.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +8.2% | -11.3% | -3.2% |
| 30D | -5.1% | -16.4% | +11.3% | -4.9% |
| 3M | -2.1% | -26.0% | +24.0% | -1.7% |
| 6M | +13.8% | -22.5% | +36.3% | +14.0% |
| YTD | +5.1% | -21.9% | +27.0% | +4.8% |
| 1Y | +53.1% | +25.7% | +27.4% | +49.8% |
| 3Y | +95.6% | +735.5% | -639.9% | +77.0% |
| All | +95.6% | +702.1% | -606.5% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ONDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling